Description

This analysis provides a forecast of FORTH prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-08 3.654846 3.997436 4.397643 4.911651 5.574358 6.433593 7.701613
2024-12-15 3.219051 3.638751 4.169287 4.925073 6.051625 7.854941 11.648199
2024-12-22 2.904219 3.340459 3.916232 4.788442 6.220053 8.928044 17.415511
2024-12-29 2.764825 3.235297 3.884085 4.934310 6.867562 11.512132 57.380120
2025-01-05 2.568080 3.025400 3.667195 4.735293 6.805827 12.458611 NaN
2025-01-12 2.404345 2.844503 3.469096 4.527350 6.651419 13.030553 NaN
2025-01-19 2.292424 2.726302 3.350540 4.432530 6.706118 14.562152 NaN
2025-01-26 2.249937 2.701917 3.369335 4.578492 7.372709 21.330508 NaN
2025-02-02 2.231654 2.709740 3.437280 4.827911 8.478600 53.293248 NaN
2025-02-09 2.173129 2.653070 3.394495 4.851622 8.964933 448.085873 NaN
2025-02-16 2.125354 2.609047 3.367819 4.903129 9.606272 NaN NaN
2025-02-23 2.039931 2.503133 3.228909 4.694136 9.153205 NaN NaN
2025-03-02 1.992962 2.456322 3.191424 4.711749 9.685596 NaN NaN
2025-03-09 1.943731 2.403584 3.139997 4.691606 10.077582 NaN NaN
2025-03-16 1.882617 2.329529 3.046545 4.562904 9.891320 NaN NaN
2025-03-23 1.863264 2.319333 3.063605 4.693198 11.161539 NaN NaN
2025-03-30 1.803211 2.242465 2.957351 4.513851 10.565668 NaN NaN
2025-04-06 1.744920 2.166745 2.850338 4.325699 9.883928 NaN NaN
2025-04-13 1.703745 2.116844 2.787411 4.239600 9.777336 NaN NaN
2025-04-20 1.694557 2.116943 2.813454 4.372048 11.103169 NaN NaN
2025-04-27 1.696190 2.134139 2.871496 4.597301 13.694230 NaN NaN
2025-05-04 1.673298 2.110711 2.852717 4.618645 14.754856 NaN NaN
2025-05-11 1.654342 2.092928 2.843420 4.664966 16.340328 NaN NaN